+645.5%
GE vs MSFU
+72.2%
+573.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.3% |
| 7D | +1.2% | -3.2% | +4.3% | +1.6% |
| 30D | -9.5% | -3.1% | -6.4% | -9.2% |
| 3M | +4.1% | +35.3% | -31.1% | -1.9% |
| 6M | +3.9% | +31.6% | -27.7% | -2.7% |
| YTD | +9.0% | -9.5% | +18.5% | +9.5% |
| 1Y | +21.9% | -18.4% | +40.4% | +25.2% |
| 3Y | +281.8% | +26.9% | +254.9% | +238.0% |
| All | +645.5% | +72.2% | +573.2% | +520.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSFU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling